How to Make It
Preheat the oven to 375°. In a small bowl, blend the yogurt with the lemon zest, marjoram and sugar. Season with salt and pepper and mix well.
Spread the walnuts in a small cake pan and toast in the oven for 7 to 8 minutes, until browned and fragrant. Transfer to a plate to cool.
Spread the leeks on a baking sheet in a single layer. Drizzle with 3 tablespoons of olive oil and the lemon juice and season with salt and pepper; rub to coat the leeks thoroughly. Roast for about 20 minutes, tossing occasionally, until the leeks are tender, golden and crispy in spots.
Transfer the leeks to a platter or plates. Coarsely chop half of the walnuts. Using a Microplane, finely shave the rest of the walnuts over the leeks. Drizzle with olive oil and serve with the yogurt sauce.